ICE Russell 2000 Mini Future June 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
637.5 |
644.3 |
6.8 |
1.1% |
694.1 |
| High |
645.7 |
658.0 |
12.3 |
1.9% |
706.6 |
| Low |
615.6 |
634.3 |
18.7 |
3.0% |
626.0 |
| Close |
637.8 |
637.8 |
0.0 |
0.0% |
648.8 |
| Range |
30.1 |
23.7 |
-6.4 |
-21.3% |
80.6 |
| ATR |
24.5 |
24.4 |
-0.1 |
-0.2% |
0.0 |
| Volume |
151,782 |
228,186 |
76,404 |
50.3% |
1,137,482 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
714.5 |
699.8 |
650.8 |
|
| R3 |
690.8 |
676.3 |
644.3 |
|
| R2 |
667.0 |
667.0 |
642.3 |
|
| R1 |
652.5 |
652.5 |
640.0 |
648.0 |
| PP |
643.3 |
643.3 |
643.3 |
641.0 |
| S1 |
628.8 |
628.8 |
635.8 |
624.3 |
| S2 |
619.8 |
619.8 |
633.5 |
|
| S3 |
596.0 |
605.0 |
631.3 |
|
| S4 |
572.3 |
581.3 |
624.8 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
902.3 |
856.3 |
693.3 |
|
| R3 |
821.8 |
775.5 |
671.0 |
|
| R2 |
741.0 |
741.0 |
663.5 |
|
| R1 |
695.0 |
695.0 |
656.3 |
677.8 |
| PP |
660.5 |
660.5 |
660.5 |
651.8 |
| S1 |
614.3 |
614.3 |
641.5 |
597.0 |
| S2 |
579.8 |
579.8 |
634.0 |
|
| S3 |
499.3 |
533.8 |
626.8 |
|
| S4 |
418.8 |
453.3 |
604.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
676.4 |
615.6 |
60.8 |
9.5% |
28.0 |
4.4% |
37% |
False |
False |
241,347 |
| 10 |
719.7 |
615.6 |
104.1 |
16.3% |
26.3 |
4.1% |
21% |
False |
False |
213,310 |
| 20 |
739.5 |
615.6 |
123.9 |
19.4% |
28.3 |
4.4% |
18% |
False |
False |
217,782 |
| 40 |
745.0 |
615.6 |
129.4 |
20.3% |
20.0 |
3.1% |
17% |
False |
False |
177,159 |
| 60 |
745.0 |
615.6 |
129.4 |
20.3% |
16.5 |
2.6% |
17% |
False |
False |
149,717 |
| 80 |
745.0 |
577.1 |
167.9 |
26.3% |
14.8 |
2.3% |
36% |
False |
False |
112,431 |
| 100 |
745.0 |
577.1 |
167.9 |
26.3% |
13.5 |
2.1% |
36% |
False |
False |
89,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
758.8 |
|
2.618 |
720.0 |
|
1.618 |
696.3 |
|
1.000 |
681.8 |
|
0.618 |
672.8 |
|
HIGH |
658.0 |
|
0.618 |
649.0 |
|
0.500 |
646.3 |
|
0.382 |
643.3 |
|
LOW |
634.3 |
|
0.618 |
619.8 |
|
1.000 |
610.5 |
|
1.618 |
596.0 |
|
2.618 |
572.3 |
|
4.250 |
533.5 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
646.3 |
637.5 |
| PP |
643.3 |
637.3 |
| S1 |
640.5 |
636.8 |
|